KF vs. VTI
KF (The Korea Fund Inc) and VTI (Vanguard Total Stock Market ETF) are both funds - KF is a Emerging Markets Equities fund managed by Allianz Global Investors, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, KF returned 17.58%/yr vs 15.38%/yr for VTI. A 0.55 correlation means they provide meaningful diversification when combined. KF charges 0.01%/yr vs 0.03%/yr for VTI.
Performance
KF vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, KF achieves a 106.42% return, which is significantly higher than VTI's 8.90% return. Over the past 10 years, KF has outperformed VTI with an annualized return of 17.58%, while VTI has yielded a comparatively lower 15.38% annualized return.
KF
- 1D
- 4.33%
- 1M
- 3.81%
- YTD
- 106.42%
- 6M
- 111.24%
- 1Y
- 184.03%
- 3Y*
- 49.03%
- 5Y*
- 19.60%
- 10Y*
- 17.58%
VTI
- 1D
- 0.09%
- 1M
- -1.48%
- YTD
- 8.90%
- 6M
- 7.43%
- 1Y
- 23.02%
- 3Y*
- 20.80%
- 5Y*
- 11.83%
- 10Y*
- 15.38%
KF vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KF The Korea Fund Inc | 106.42% | 99.36% | -19.29% | 12.34% | -30.02% | 8.44% | 37.14% | 6.83% | -19.26% | 42.50% |
VTI Vanguard Total Stock Market ETF | 8.90% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between KF and VTI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.55 |
The correlation between KF and VTI has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.
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Return for Risk
KF vs. VTI — Risk / Return Rank
KF
VTI
KF vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Korea Fund Inc (KF) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KF | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.33 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 7.29 | 2.59 | +4.69 |
| Martin ratioReturn relative to average drawdown | 25.89 | 11.45 | +14.44 |
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Drawdowns
KF vs. VTI - Drawdown Comparison
The maximum KF drawdown since its inception was -85.25%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for KF and VTI.
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Drawdown Indicators
| KF | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -55.45% | -29.80% |
Max Drawdown (1Y)Largest decline over 1 year | -25.42% | -8.92% | -16.50% |
Max Drawdown (3Y)Largest decline over 3 years | -28.04% | -19.30% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -47.62% | -25.36% | -22.26% |
Max Drawdown (10Y)Largest decline over 10 years | -52.91% | -35.00% | -17.91% |
Current DrawdownCurrent decline from peak | -6.35% | -2.77% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -37.84% | -8.01% | -29.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 2.02% | +5.12% |
Volatility
KF vs. VTI - Volatility Comparison
The Korea Fund Inc (KF) has a higher volatility of 25.42% compared to Vanguard Total Stock Market ETF (VTI) at 4.86%. This indicates that KF's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KF | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.42% | 4.86% | +20.56% |
Volatility (6M)Calculated over the trailing 6-month period | 42.78% | 10.00% | +32.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.03% | 12.75% | +33.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 17.50% | +11.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.85% | 18.31% | +8.54% |
KF vs. VTI - Expense Ratio Comparison
KF has a 0.02% expense ratio, which is lower than VTI's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
KF vs. VTI - Dividend Comparison
KF's dividend yield for the trailing twelve months is around 0.58%, less than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KF The Korea Fund Inc | 0.58% | 1.20% | 2.46% | 0.00% | 15.93% | 26.50% | 1.30% | 0.24% | 18.67% | 9.75% | 1.03% | 13.66% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
KF and VTI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KF has higher volatility (25.42%) compared to VTI (4.86%). In terms of maximum drawdown, KF dropped -85.25% vs VTI's -55.45%.
KF currently has the higher Sharpe Ratio (4.02 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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